If you're starting from Jessie lite, then you won't have a desktop environment installed, hence the black screen.
To get the full PIXEL desktop, you'd need to install the raspberrypi-ui-mods package. That should, in theory, pull in all the required dependencies you need. Although it may be simpler just to start over with the full Raspbian Jessie disk image.
If you wanted something more lightweight, you could just install the openbox package, which is the window manager used by LXDE and the PIXEL desktop. This will present you with a black screen by default, and you right-click on the desktop to access the menu. I tend to use this when I have a machine that just runs a fullscreen app (e.g. a media centre).
If you find the desktop environment isn't being launched within your virtual desktop session, then you may also need to configure your xstartup file, see this page for details:
https://support.realvnc.com/knowledgeba ... e/View/345